信念对冲:测量所有事件和所有模型下的模糊性

Belief hedges: Measuring ambiguity for all events and all models

Journal of Economic Theory · 2021
被引 23
人大 AABS 4

中文导读

提出信念对冲概念,即一组事件的不确定主观信念相互抵消,从而在不了解主观信念的情况下测量模糊性态度,改进了模糊性指数,适用于所有主流模糊性理论,无需预期效用或两阶段优化假设。

Abstract

We introduce belief hedges, i.e., sets of events whose uncertain subjective beliefs neutralize each other. Belief hedges allow us to measure ambiguity attitudes without knowing those subjective beliefs. They lead to improved ambiguity indexes that are valid under all popular ambiguity theories. Our indexes can be applied to real-world problems and do not require expected utility for risk or commitments to two-stage optimization, thereby increasing their descriptive power. Belief hedges make ambiguity theories widely applicable.

信念对冲模糊态度模糊性测度主观信念